EXTREMAL DEPENDENCE FOR BILATERAL CREDIT VALUATION ADJUSTMENTS
- 期刊名称International Journal of Theoretical and Applied Finance
- 作者SCHERER, MATTHIAS; SCHULZ, THORSTEN
- 印刷ISSN0219-0249
- 电子ISSN1793-6322
- 文件大小1999.98KB
- 发表时间2016-07-28
- DOI10.1142/s0219024916500424
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